+226.1%
ONEV vs VT
+221.0%
+5.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +1.9% |
| 7D | +2.2% | -4.2% | +6.3% | +5.7% |
| 30D | +8.9% | -5.8% | +14.7% | +14.2% |
| 3M | +2.9% | -5.2% | +8.2% | +7.3% |
| 6M | +11.8% | +0.1% | +11.7% | +10.9% |
| YTD | +17.1% | +8.2% | +8.8% | +8.5% |
| 1Y | +19.4% | +10.1% | +9.3% | +9.0% |
| 3Y | +54.8% | +69.7% | -14.9% | -3.2% |
| 5Y | +53.2% | +53.4% | -0.2% | +4.0% |
| 10Y | +209.5% | +219.2% | -9.7% | +23.9% |
| All | +226.1% | +221.0% | +5.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling